-41.8%
DOCS vs CAI
-11.3%
-30.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +0.1% | -8.0% | +8.0% | +1.4% |
| 30D | +8.7% | -18.9% | +27.5% | +12.1% |
| 3M | +32.9% | +7.6% | +25.2% | +30.0% |
| 6M | +25.5% | +43.0% | -17.4% | +19.3% |
| YTD | -25.0% | -11.2% | -13.8% | -26.7% |
| 1Y | -34.9% | -3.3% | -31.6% | -36.8% |
| All | -41.8% | -11.3% | -30.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling